BNP Paribas Call 0.6 AUD/USD 21.06.2024
/ DE000PN4BFV0
BNP Paribas Call 0.6 AUD/USD 21.0.../ DE000PN4BFV0 /
| 2024-05-02 9:09:25 PM |
Chg.+0.74 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.37EUR |
+15.98% |
-
Bid Size: - |
-
Ask Size: - |
- |
0.60 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN4BFV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.60 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
13.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.09 |
| Parity: |
0.87 |
| Time value: |
3.74 |
| Break-even: |
0.65 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.04 |
| Spread %: |
0.88% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
7.65 |
| Rho: |
0.00 |
Quote data
| Open: |
5.08 |
| High: |
5.37 |
| Low: |
4.93 |
| Previous Close: |
4.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.37% |
| 1 Month |
|
|
+10.04% |
| 3 Months |
|
|
+3.67% |
| YTD |
|
|
-27.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.31 |
4.63 |
| 1M High / 1M Low: |
5.75 |
4.07 |
| 6M High / 6M Low: |
7.77 |
4.07 |
| High (YTD): |
2024-01-02 |
7.19 |
| Low (YTD): |
2024-04-19 |
4.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.55 |
| Avg. volume 6M: |
|
3.23 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.74% |
| Volatility 6M: |
|
84.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
